Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,820 CHF | 137,820 CHF | 99.73% | 99.73% |
19/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,148 CHF | 137,148 CHF | 99.81% | 99.81% |
18/11/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,315 CHF | 137,315 CHF | 100.00% | 100.00% |
15/11/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,727 CHF | 140,727 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,588 CHF | 142,588 CHF | 100.00% | 100.00% |
13/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,781 CHF | 132,781 CHF | 99.92% | 99.92% |
12/11/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,575 CHF | 135,575 CHF | 100.00% | 100.00% |
11/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,763 CHF | 141,763 CHF | 99.65% | 99.65% |
08/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,457 CHF | 143,457 CHF | 100.00% | 100.00% |
07/11/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 148,637 CHF | 149,637 CHF | 99.70% | 99.70% |